+670.1%
TEL vs HUBB
+1,198.5%
-528.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.3% |
| 7D | -1.4% | +4.8% | -6.3% | -4.4% |
| 30D | -4.9% | -9.3% | +4.4% | +1.1% |
| 3M | +0.1% | -3.9% | +4.0% | +1.9% |
| 6M | +0.4% | -0.8% | +1.2% | -0.6% |
| YTD | -8.9% | +5.6% | -14.5% | -13.5% |
| 1Y | -0.3% | +7.7% | -8.1% | -6.7% |
| 3Y | +67.6% | +47.5% | +20.2% | +22.2% |
| 5Y | +50.7% | +153.7% | -103.0% | -26.0% |
| 10Y | +288.6% | +433.0% | -144.4% | +11.0% |
| All | +670.1% | +1,198.5% | -528.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling